On the minimax optimality of block thresholded wavelet estimators
Block thresholding methods have been proposed by Hall, Kerkyacharian and Picard (1995) as a means of obtaining increased adaptivity when estimating a function using wavelet methods. For example, it has been shown that block thresholding reduces mean squared error by rendering the estimator more adaptive to relatively subtle, local changes in curvature, of the type that local bandwidth choice is designed to accommodate in traditional kernel methods. In this paper we show that block thresholding...[Show more]
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